Linganisha mbinu

	Kikadiriaji cha OLS Iliyorekebishwa Kikamilifu (FMOLS)	Kipimo cha Vikomo vya ARDL (Kipimo cha Vikomo cha Pesaran)	Njia ya Athari za Kawaida Zinazohusiana za Kikundi cha Maana (CCEMG)
Nyanja	Ekonometriki	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model	Regression model
Mwaka wa asili	1990	2001	2006
Mwanzilishi	Phillips & Hansen (time series); Pedroni (heterogeneous panels)	Pesaran, Shin & Smith	M. Hashem Pesaran
Aina	Cointegrating regression estimator	Cointegration test / Autoregressive distributed lag model	Heterogeneous panel estimator
Chanzo asilia	Phillips, P. C. B. & Hansen, B. E. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57(1), 99–125.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326.	Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012.
Majina mbadala	fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS)	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	common correlated effects, CCE, CCEMG, Pesaran CCE estimator
Zinazohusiana	5	4	4
Muhtasari	Fully Modified OLS, introduced by Phillips and Hansen (1990), estimates the long-run coefficients of a cointegrating relationship among I(1) variables. It applies a semi-parametric correction to ordinary least squares to remove the bias that endogeneity and serial correlation otherwise induce in cointegrated time series or panel data.	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units.